+25.0%
FLEX vs CLX
-6.5%
+31.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +5.7% | -18.0% | -11.8% |
| 7D | -17.0% | +14.2% | -31.2% | -16.2% |
| 30D | -33.8% | +22.7% | -56.5% | -33.1% |
| 3M | -39.0% | -2.8% | -36.3% | -38.7% |
| 6M | -15.9% | +17.7% | -33.6% | -17.5% |
| YTD | +27.8% | +3.3% | +24.5% | +28.0% |
| 1Y | +25.0% | -5.6% | +30.6% | +24.5% |
| All | +25.0% | -6.5% | +31.5% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CLX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling